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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+9.85%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$41.3B
AUM Growth
+$4.43B
Cap. Flow
+$1.1B
Cap. Flow %
2.67%
Top 10 Hldgs %
11.6%
Holding
3,981
New
156
Increased
2,226
Reduced
1,422
Closed
145

Top Buys

Rank Stock Value
1
VGK icon
Vanguard FTSE Europe ETF
VGK
+$100M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$91M
3
KMR
KINDER MORGAN MANAGEMENT LLC
KMR
+$79.2M
4
IWD icon
iShares Russell 1000 Value ETF
IWD
+$40.8M
5
CPA icon
Copa Holdings
CPA
+$28.5M

Top Sells

Rank Stock Value
1
DELL
DELL INC
DELL
+$40M
2
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$39.1M
3
RWR icon
State Street SPDR Dow Jones REIT ETF
RWR
+$37.7M
4
ABV
COMPANHIA BEBIDA ADS EACH REPSTG 1 PFD SH
ABV
+$28M
5
EFA icon
iShares MSCI EAFE ETF
EFA
+$27.2M

Sector Composition

Rank Sector Weight
1 Financials 14.43%
2 Technology 12.06%
3 Healthcare 11.26%
4 Industrials 9.77%
5 Energy 9.33%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CBB
1901
DELISTED
Cincinnati Bell Inc.
CBB
$1.88M ﹤0.01%
105,581
+3,519
+3% +$55K
WERN icon
1902
Werner Enterprises
WERN
$2.2B
$1.88M ﹤0.01%
75,885
-2,044
-3% -$48.6K
PTP
1903
DELISTED
PLATINUM UNDERWRITERS HLDGS LTD
PTP
$1.88M ﹤0.01%
30,627
+5,917
+24% +$363K
SD
1904
DELISTED
SANDRIDGE ENERGY, INC.
SD
$1.88M ﹤0.01%
309,021
+4,331
+1% +$25.9K
FIA
1905
DELISTED
FIAT SPA NEW ADS REP 1 ORD SH
FIA
$1.88M ﹤0.01%
225,927
+12,252
+6% +$102K
MLCO icon
1906
Melco Resorts & Entertainment
MLCO
$2.21B
$1.87M ﹤0.01%
47,725
-1,167
-2% -$41.2K
CRI icon
1907
Carter's
CRI
$1.43B
$1.87M ﹤0.01%
26,051
-4,612
-15% -$328K
PPO
1908
DELISTED
POLYPORE INTERNATIONAL, INC
PPO
$1.87M ﹤0.01%
48,074
-1,058
-2% -$41.7K
HWC icon
1909
Hancock Whitney
HWC
$6.19B
$1.87M ﹤0.01%
50,860
+2,453
+5% +$82.7K
MSGS icon
1910
Madison Square Garden
MSGS
$9.59B
$1.86M ﹤0.01%
45,366
-3,191
-7% -$130K
DK icon
1911
Delek US
DK
$3.98B
$1.86M ﹤0.01%
53,941
+9,162
+20% +$249K
ST icon
1912
Sensata Technologies
ST
$6.69B
$1.85M ﹤0.01%
47,845
+6,182
+15% +$237K
SGI
1913
DELISTED
Silicon Graphics Intl.
SGI
$1.85M ﹤0.01%
138,294
+36,813
+36% +$497K
DCT
1914
DELISTED
DCT Industrial Trust Inc.
DCT
$1.85M ﹤0.01%
65,033
+3,959
+6% +$117K
SEO
1915
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$1.85M ﹤0.01%
183,891
+11,383
+7% +$114K
GCO icon
1916
Genesco
GCO
$434M
$1.85M ﹤0.01%
25,264
-673
-3% -$47K
EVRI
1917
DELISTED
Everi Holdings
EVRI
$1.84M ﹤0.01%
184,345
+14,074
+8% +$124K
FSP
1918
Franklin Street Properties
FSP
$49.8M
$1.84M ﹤0.01%
153,714
+6,598
+4% +$84K
UI icon
1919
Ubiquiti
UI
$31.6B
$1.84M ﹤0.01%
39,945
-2,435
-6% -$96.9K
KAMN
1920
DELISTED
Kaman Corp
KAMN
$1.83M ﹤0.01%
46,141
+2,193
+5% +$83.8K
GNCMA
1921
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
$1.83M ﹤0.01%
164,311
-202
-0.1% -$1.97K
TBHC
1922
DELISTED
The Brand House Collective
TBHC
$1.83M ﹤0.01%
77,245
+3,107
+4% +$65.1K
PIV
1923
DELISTED
PWSHS S&P 500 HIGH QTY PORTF S&P HIGH QTY RKGS INDEX
PIV
$1.83M ﹤0.01%
89,531
-2,722
-3% -$55.5K
CBD
1924
DELISTED
Companhia Brasileira de Distribuicao
CBD
$1.82M ﹤0.01%
40,846
-10,092
-20% -$477K
ISBC
1925
DELISTED
Investors Bancorp, Inc.
ISBC
$1.82M ﹤0.01%
181,902
+3,342
+2% +$30.9K
75 76
77
78 79

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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Parametric Portfolio Associates's Q4 2013 Portfolio in Review

As of Q4 2013, Parametric Portfolio Associates held 3,981 positions worth $41.3B, up 12% from $36.8B the previous quarter. Its ten largest holdings account for 12% of the portfolio.

Parametric Portfolio Associates's Q4 2013 filing shows 156 new, 2,226 increased, 1,422 reduced and 145 closed positions. Its largest new stake was Vanguard FTSE Europe ETF: 1,777,419 shares worth $102M. The largest sale was DELL INC, an estimated $40M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, up from 14% a quarter earlier, followed by Technology and Healthcare.

  • Parametric Portfolio Associates's largest Q4 2013 buy was Vanguard FTSE Europe ETF: 1,777,419 shares worth $102M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q4 2013, an estimated $91M increase.
  • Parametric Portfolio Associates's biggest Q4 2013 reduction was Vanguard FTSE Emerging Markets ETF, cutting an estimated $39.1M.
  • Parametric Portfolio Associates fully exited DELL INC in Q4 2013, selling an estimated $40M.
  • Parametric Portfolio Associates's ten largest holdings make up 12% of its $41.3B portfolio in Q4 2013.
  • Parametric Portfolio Associates opened 156 new positions and closed 145 in Q4 2013.
  • Parametric Portfolio Associates's portfolio value rose 12% quarter-over-quarter to $41.3B.

Based on Parametric Portfolio Associates's 13F filing for Q4 2013, filed 13 Feb 2014.